+46.1%
CVNA vs UPST
-14.4%
+60.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.0% | +3.0% |
| 7D | +5.9% | +4.4% | +1.5% | +4.3% |
| 30D | +19.7% | -7.7% | +27.3% | +23.2% |
| 3M | +7.6% | -28.4% | +36.1% | +21.7% |
| 6M | -2.2% | -23.2% | +21.0% | +7.2% |
| YTD | -9.6% | -49.1% | +39.5% | +13.8% |
| 1Y | +25.4% | -42.4% | +67.8% | +49.8% |
| 3Y | +1,152.6% | +5.4% | +1,147.3% | +836.7% |
| 5Y | +28.9% | -92.9% | +121.8% | +32.6% |
| All | +46.1% | -14.4% | +60.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling